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JP Morgan Call 155 TER 17.01.2025/  DE000JL1PUX1  /

EUWAX
9/17/2024  9:04:21 AM Chg.-0.080 Bid8:22:25 PM Ask8:22:25 PM Underlying Strike price Expiration date Option type
0.480EUR -14.29% 0.500
Bid Size: 50,000		 0.520
Ask Size: 50,000		 Teradyne Inc 155.00 - 1/17/2025 Call
 

Master data

WKN: JL1PUX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.70
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.37
Parity: -4.00
Time value: 0.53
Break-even: 160.30
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 1.70
Spread abs.: 0.05
Spread %: 10.42%
Delta: 0.26
Theta: -0.06
Omega: 5.61
Rho: 0.08
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -18.64%
3 Months
  -65.71%
YTD
  -7.69%
1 Year  
+17.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.420
1M High / 1M Low: 0.760 0.400
6M High / 6M Low: 2.230 0.170
High (YTD): 7/17/2024 2.230
Low (YTD): 4/23/2024 0.170
52W High: 7/17/2024 2.230
52W Low: 11/10/2023 0.160
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   305.36%
Volatility 6M:   286.21%
Volatility 1Y:   242.10%
Volatility 3Y:   -